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Number of items at this level: 8.

A

Alexander, Carol, Kaeck, Andreas and Sumawong, Anannit (2019) A parsimonious parametric model for generating margin requirements for futures. European Journal of Operational Research, 273 (1). pp. 31-43. ISSN 0377-2217

D

Dubinsky, Andrew, Johannes, Michael, Kaeck, Andreas and Seeger, Norman J (2018) Option pricing of earnings announcement risks. Review of Financial Studies. ISSN 0893-9454

K

Kaeck, Andreas (2018) Variance-of-variance risk premium. Review of Finance, 22 (4). pp. 1549-1579. ISSN 1572-3097

Kaeck, Andreas, Rodrigues, Paulo and Seeger, Norman (2017) Equity index variance: evidence from flexible parametric jump–diffusion models. Journal of Banking & Finance, 83. pp. 85-103. ISSN 0378-4266

Kaeck, Andreas, Rodrigues, Paulo and Seeger, Norman (2018) Model complexity and out-of-sample performance: evidence from S&P 500 index returns. Journal of Economic Dynamics and Control, 90. pp. 1-29. ISSN 0165-1889

Khazaei, Javad, Coulon, Michael and Powell, Warren B. (2017) ADAPT: a price-stabilizing compliance policy for renewable energy certificates: the case of SREC markets. Operations Research, 65 (6). pp. 1429-1445. ISSN 0030-364X

S

Stua, Michele and Coulon, Michael (2017) The Mitigation Alliance target and its distribution. In: Stua, Michele (ed.) From the Paris Agreement to a low-carbon Bretton Woods: rationale for the establishment of a mitigation alliance. Springer, Cham, pp. 69-84. ISBN 9783319546995

Su, Haozhe, Chen, Ding and Newton, David (2017) Option pricing via QUAD: from Black–Scholes–Merton to Heston with jumps. Journal of Derivatives, 24 (3). pp. 9-27. ISSN 1074-1240

This list was generated on Thu Aug 22 11:14:32 2019 BST.